Not nearly as bad a Xorg. Web browsers are battle tested and have many layers of protection. There are periodic CVEs found but they get patched quickly.
That's not the case for Xorg. A lit of it was written before security was even a concern. There are tons of security problems and all of them lead to root access.
I don't want to spend time trying to get games working. Either they work right away or I return them. I play older games that are well tested anyway.
Basically I am using Bottles so I don't have to care.